+365.8%
TTD vs PEGA
+161.3%
+204.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | 0.0% |
| 7D | +1.7% | -2.4% | +4.1% | +3.5% |
| 30D | +1.6% | +9.6% | -8.0% | -4.7% |
| 3M | -27.8% | +2.3% | -30.2% | -30.6% |
| 6M | -52.1% | -23.9% | -28.2% | -43.8% |
| YTD | -63.1% | -39.8% | -23.3% | -50.5% |
| 1Y | -73.1% | -37.4% | -35.6% | -65.6% |
| 3Y | -83.3% | +53.1% | -136.4% | -90.4% |
| 5Y | -80.6% | -47.2% | -33.4% | -73.3% |
| All | +365.8% | +161.3% | +204.4% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling